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ENFR vs. ATMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENFR and ATMP is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ENFR vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
106.61%
123.26%
ENFR
ATMP

Key characteristics

Sharpe Ratio

ENFR:

3.03

ATMP:

2.68

Sortino Ratio

ENFR:

4.00

ATMP:

3.57

Omega Ratio

ENFR:

1.53

ATMP:

1.47

Calmar Ratio

ENFR:

4.18

ATMP:

3.96

Martin Ratio

ENFR:

21.46

ATMP:

17.72

Ulcer Index

ENFR:

1.93%

ATMP:

2.15%

Daily Std Dev

ENFR:

13.67%

ATMP:

14.21%

Max Drawdown

ENFR:

-68.28%

ATMP:

-72.93%

Current Drawdown

ENFR:

-7.58%

ATMP:

-7.92%

Returns By Period

In the year-to-date period, ENFR achieves a 39.66% return, which is significantly higher than ATMP's 36.77% return. Both investments have delivered pretty close results over the past 10 years, with ENFR having a 6.03% annualized return and ATMP not far ahead at 6.33%.


ENFR

YTD

39.66%

1M

-4.85%

6M

21.15%

1Y

40.26%

5Y*

15.23%

10Y*

6.03%

ATMP

YTD

36.77%

1M

-3.33%

6M

16.92%

1Y

37.62%

5Y*

18.80%

10Y*

6.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ENFR vs. ATMP - Expense Ratio Comparison

ENFR has a 0.35% expense ratio, which is lower than ATMP's 0.95% expense ratio.


ATMP
Barclays ETN+ Select MLP ETN
Expense ratio chart for ATMP: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for ENFR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

ENFR vs. ATMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ENFR, currently valued at 3.03, compared to the broader market0.002.004.003.032.68
The chart of Sortino ratio for ENFR, currently valued at 4.00, compared to the broader market-2.000.002.004.006.008.0010.004.003.57
The chart of Omega ratio for ENFR, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.47
The chart of Calmar ratio for ENFR, currently valued at 4.18, compared to the broader market0.005.0010.0015.004.183.96
The chart of Martin ratio for ENFR, currently valued at 21.46, compared to the broader market0.0020.0040.0060.0080.00100.0021.4617.72
ENFR
ATMP

The current ENFR Sharpe Ratio is 3.03, which is comparable to the ATMP Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ENFR and ATMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
3.03
2.68
ENFR
ATMP

Dividends

ENFR vs. ATMP - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.48%, less than ATMP's 4.79% yield.


TTM20232022202120202019201820172016201520142013
ENFR
Alerian Energy Infrastructure ETF
4.48%5.48%5.22%7.86%7.58%5.82%3.98%2.98%3.31%3.34%2.15%0.26%
ATMP
Barclays ETN+ Select MLP ETN
4.79%5.62%5.50%8.75%14.62%8.48%6.51%5.56%5.47%8.02%3.56%2.89%

Drawdowns

ENFR vs. ATMP - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, smaller than the maximum ATMP drawdown of -72.93%. Use the drawdown chart below to compare losses from any high point for ENFR and ATMP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.58%
-7.92%
ENFR
ATMP

Volatility

ENFR vs. ATMP - Volatility Comparison

Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP) have volatilities of 6.63% and 6.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.63%
6.49%
ENFR
ATMP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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